I use SSIS with tasks as follows:
1. Execute SQL to run a proc to do the backups into a folder
2. Execute Process to run a batch file to zip up all the Bak files into one Zip file
3. Execute Process to run a batch file to clear my eventual storage destination of any Zip files
4. Use File System task to copy the Zip file to the storage location, giving it a dated name en route
5. Execute Process to run a batch file to delete the Bak files and intermediate Zip file

I use a sproc for the backup procedure so that I can easily change it if a new database is added, and it will handle things if one is dropped. I use batch files for the file processes, as they're the easiest to write and test, and because I'm working on a server with restricted access. For security I could create the batch files on-the-fly and delete them afterwards, but I'm doing this so that the backup can be picked up by a file backup program later, written to tape, and transported off-site.

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